While doing the "Taking Care Of Lex" quest for the Thieves Guild, you must scald the paper with Lex's seal. Just beside the desk where the seal is, you will see a chest. If you come in the door directly behind the chest, you will get an Elven longsword, Glass longsword, Orcish helmet, and a Mythril sheild. If you come in from the door upstairs, you will get an Elven longsword and Dwarven greaves. If you come in the exact entrance, you will not be able to open the chest.